+816.6%
GLD vs XLK
+2,256.3%
-1,439.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.9% |
| 7D | -0.5% | +0.9% | -1.4% | -0.6% |
| 30D | +4.4% | +0.7% | +3.7% | +4.4% |
| 3M | -1.1% | -2.9% | +1.8% | -1.0% |
| 6M | -13.8% | +34.3% | -48.0% | -14.9% |
| YTD | +2.6% | +30.4% | -27.8% | +1.5% |
| 1Y | +24.5% | +43.4% | -18.8% | +22.7% |
| 3Y | +125.8% | +116.8% | +9.0% | +119.3% |
| 5Y | +137.8% | +144.0% | -6.2% | +129.3% |
| 10Y | +221.4% | +778.8% | -557.4% | +204.6% |
| All | +816.6% | +2,256.3% | -1,439.8% | +723.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLK.
Daily Out/Under-Performance
Portfolio return minus XLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded XLK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling